As far as the African Union, AU, is concerned, the continent should move, inexorably, towards a peaceful, prosperous and integrated continent. The paper shows why, in part, this goal has either, so far, eluded AU, its constitutive agencies and its member states. The paper faults the [intellectual] minds, as expressed in various communications, including by policy advisers, academicians and politicians alike, on which the movement and behavior of the continent toward a united continent has been built. The paper draws on the Lucas Critique as an expression of time or dynamic inconsistency, as a veritable explanation for the yawning gap between the predictions of models and policy implementation success in Africa. The idea is and in disagreement with the rational choice model, that agent's or decision maker's preferences do change over time and therefore, the optimality conditions or behaviors on which economic integration were constructed, in the first place, are now violated. Evidence is drawn from the efforts of the regional economic communities, RECs, and from the African Union's policy agreements. Further examples are presented from leading research and scholarship and from core policies aimed at bringing about custom or monetary unions. As an illustration, political pressure arising from proto nationalism and external colonial ties often sway member countries to take measures that are different from those agreed upon earlier in the RECs. These would include agreements on common currency, the free movement of people and labor and on free trade. The paper then offers plausible solutions to the observed Lucas Critique and time inconsistency problems in the modeling of African economic integration and African development.